Chelsea defender Cesar Azpilicueta admits the Blues need a confidence-building FA Cup win on Sunday after missing out on a place in the Carabao Cup final.

Arsenal came from behind to beat Antonio Conte's side 2-1 in Wednesday's semi-final second-leg and secure a Wembley date with Manchester City.

Chelsea have won just one of their last seven games in all competitions, not including their penalty shoot-out success against a spirited Norwich side in their FA Cup third-round replay last week.

They now face Premier League rivals Newcastle United at Stamford Bridge on Sunday looking to keep their hopes of FA Cup success alive.

Azpilicueta feels that it is important not only to bounce back from the defeat at Arsenal with a win but also improve the confidence among the Chelsea squad.

"Obviously we are disappointed and it hurts a lot," he said.

"But now we have to analyse ourselves to improve.

"We know that we can do better. On Sunday we have another chance in the FA Cup to keep going and try to get closer to that trophy. After every defeat you need to bounce back in the next game and to show the answer from the team. Even in this case we go from one cup to another and we have to look forward.

"We have to go for it and get a win for our confidence."

Conte spoke afterwards about the club's ongoing frustrations in the transfer market as they look to improve their squad before Wednesday's deadline.

"I think the club decide our transfer market," said the Blues boss. "My task is to try and improve the team, about the transfer market from the summer, the club decides every single player.

"I think there are different situations, sometimes I can have an impact on the transfer market but sometimes I don't have an impact on this."

Despite his manager's obvious concerns, Azpilicueta remains confident the club will make the right moves on the transfer front ahead of the window closing next week.

"I don't like to speak about any players that are not in our team," he added.

"Every club tries to find the best solution in the window for the team and I'm sure we are working on it.

"We will see. At the moment we have to work and prepare for the next game."

• Southampton have signed striker Guido Carrillo for a reported fee of £19.2million from Monaco.

The 26-year-old has penned a contract until 2021 and will link up again with Saints boss Mauricio Pellegrino, who he played under at Estudiantes.